This is the second lecture on this topic with the following:Abstact: Radon-Nikodym theorem of measure theory was proved in 1930 and A. N. Kolmogorov laid the foundation of modern probability in 1933 where the formal played a crucial role. In this Short Lecture Series in Mathematics (SLSM), we discuss the conditioning of probability theory in the light of Radon-Nikodym theorem. Upon the interest of the audience, we may introduce the notion of martingals and their convergence theorems. We have scheduled these lectures in the F-slot of Thursday and planned to go in accordance with the pace of the audience. Basic understanding of measure theory and functional analysis will be the prerequisite.
School of Mathematical Sciences
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